+25.7%
ABNB vs DXCM
+5.9%
+19.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -4.0% | -3.2% | -0.7% | -3.0% |
| 30D | +19.3% | +6.3% | +13.0% | +17.2% |
| 3M | +36.1% | +21.1% | +15.0% | +27.5% |
| 6M | +34.2% | +20.6% | +13.7% | +25.5% |
| YTD | +34.1% | +32.4% | +1.6% | +21.6% |
| 1Y | +45.1% | +8.8% | +36.3% | +38.4% |
| 3Y | +37.1% | -13.7% | +50.9% | +27.5% |
| 5Y | +15.2% | -35.2% | +50.3% | +10.2% |
| All | +25.7% | +5.9% | +19.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling